How a Potential Energy Ceasefire Highlights the Hidden Costs of Latency Arbitrage
Research preview
The announcement of an “energy ceasefire” between Russia and Ukraine has drawn attention to how quickly political signals can move markets. For quantitative traders, the episode is a reminder that the speed at which information is absorbed can have measurable micro‑structure costs. By linking a geopolitical shock to the mechanics of high‑frequency trading, we can see where latency arbitrage creates hidden taxes on liquidity and how to manage that risk. The Speed of Information vs. the Speed of Trading When a headline breaks, market participants scramble to incorporate the news into prices....
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